Other than the intention to marry and spend your lives together, it's basically asking for evidence that you have suitable accommodation in the UK, where you will live together once you have the visa (to show that you intend to live together as a married couple).
For this you would include:
If you rent:
- your original tenancy agreement
- a letter from the landlord giving your fiance permission to live there too
If you own:
- evidence of homeownership, such as the deed or land registry document
- your mortgage statements if you have a mortgage
If you will be living with relatives:
- a letter from the home owner inviting you to live with them and stating that the home will not be overcrowded with you both there
- their deed or land registry document
- their mortgage statements if they have a mortgage
There's a list of suggested supporting documents here (the link can also be found on the 'Applying for a visa' page):
http://www.ukba.homeoffice.gov.uk/sitecontent/documents/out-of-country/sup-docs-settlement.pdfAnd information about accommodation requirements and overcrowding is here:
http://www.ukba.homeoffice.gov.uk/policyandlaw/guidance/ecg/maa/#header6